A new restricted estimator in multiple linear regression model

MaRDI QIDQ5503861zbMATH OpenFDO

Authors M. I. Alheety, S. D. Gore

Publication date 20 January 2009

Full work available at URL http://pphmj.com/abstract/3120.htm

zbMATH Keywords

Liu estimatormean squared errormulticollinearityrestricted least squares estimatorrestricted maximum likelihood Liu estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Recommendations

• scientific article; zbMATH DE number 5733404
• A new estimator combining the ridge regression and the restricted least squares methods of estimation
• On the stochastic restricted Liu-type maximum likelihood estimator in logistic regression model
• Ridge Estimation to the Restricted Linear Model
• The relative efficiency of the restricted estimators in linear regression models

Cited in

(9)

• Estimation in restricted regression model with multivariate-t distributed error
• Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm
• On the Stein-type Liu estimator and positive-rule Stein-type Liu estimator in multiple linear regression models
• The relative efficiency of the restricted estimators in linear regression models
• A new estimator combining the ridge regression and the restricted least squares methods of estimation
• The analysis of residuals for some linear restricted estimators in the restricted linear model
• scientific article; zbMATH DE number 6796068 (Why is no real title available?)
• Ridge Estimation to the Restricted Linear Model
• A constrained linear estimator for multiple regression

This page was built for publication: A new restricted estimator in multiple linear regression model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5503861)